+177.6%
TECH vs BBWI
-56.0%
+233.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | +0.3% |
| 7D | +0.2% | +1.6% | -1.4% | -0.1% |
| 30D | +0.1% | -6.2% | +6.4% | +0.9% |
| 3M | +37.5% | +4.3% | +33.2% | +35.9% |
| 6M | +34.6% | -7.2% | +41.7% | +34.6% |
| YTD | +23.5% | -3.0% | +26.5% | +22.4% |
| 1Y | +34.4% | -30.8% | +65.1% | +39.2% |
| 3Y | +2.3% | -43.4% | +45.7% | +7.0% |
| 5Y | -41.7% | -66.7% | +25.0% | -36.5% |
| 10Y | +177.6% | -55.7% | +233.3% | +198.3% |
| All | +177.6% | -56.0% | +233.6% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling